+1,408.1%
CHRW vs SNY
+241.5%
+1,166.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +4.4% | -3.6% | +8.0% | +5.5% |
| 30D | +5.5% | -1.9% | +7.4% | +6.0% |
| 3M | -17.3% | -2.0% | -15.3% | -16.8% |
| 6M | -12.7% | +2.5% | -15.2% | -13.5% |
| YTD | -4.1% | -7.0% | +2.8% | -2.1% |
| 1Y | +21.2% | -4.4% | +25.6% | +22.5% |
| 3Y | +88.9% | -8.4% | +97.3% | +87.5% |
| 5Y | +93.1% | +9.5% | +83.5% | +75.5% |
| 10Y | +178.1% | +64.3% | +113.8% | +108.7% |
| All | +1,408.1% | +241.5% | +1,166.5% | +654.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling